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	param	t-stat
$ω$	0.7740	15.28
$α$	0.0902	4.75
$β$	0.7450	14.82
$γ_{1}$	-0.0028	-4.07

V-Lab

CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:120.07% (-3.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility) Analyses